+241.4%
ECHO vs OSCR
-9.5%
+250.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +4.4% | +16.5% | -12.1% | +2.4% |
| 3M | -20.3% | +17.0% | -37.3% | -22.0% |
| 6M | -15.3% | +145.0% | -160.3% | -24.5% |
| YTD | -15.5% | +126.7% | -142.2% | -24.3% |
| 1Y | +15.0% | +67.2% | -52.3% | +5.4% |
| 3Y | +409.1% | +405.1% | +4.0% | +303.3% |
| 5Y | +260.6% | +86.2% | +174.4% | +168.5% |
| All | +241.4% | -9.5% | +250.9% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling